Title : Credit Risk Manager / Senior Consultant / BA.
Location : Pune
Model Validation / Monitoring :
- Conduct independent validations of models, including but not limited to credit risk, market risk, counterparty credit risk, fraud detection, Stress Testing, AML and forecasting models.
- Should have model validation exposure in at least 2-3 of the areas listed above.
- Assess conceptual soundness, data quality, implementation accuracy, and performance of models.
- Prepare comprehensive validation reports detailing findings, methodologies, and recommendations.
- Document validation processes to ensure transparency and compliance with regulatory requirements.
- Ensure models adhere to relevant guidelines such as SR 11-7, EBA 2017 / 16, CCAR, Basel III, and other applicable standards.
- Practice Management - Participate in providing responses to Request for Proposals (RFP).
- Participate in development of Capability Packs.
- Train team members on model validation and regulators aspects.
Experience :
1-3 years of hands-on experience in model validation, quantitative modeling, or risk management.Strong understanding of model risk, validation frameworks, and regulatory requirements.Strong technical skills in python.Knowledge of SAS and SQL is added advantage.Excellent problem-solving and analytical skills.Strong written and verbal communication skills to convey complex concepts effectively.Ability to Multitask in a dynamic, fast-paced environment and manage multiple priorities.ref : iimjobs.com)